It's been a while since I have used a modem, but in the network settings above there should be an option to add an extra string to the modem initialization line, add "ATM0" (<<<<that's a "zero") the "AT" command means get modem attention, "M" is speaker volumn, "0" is off.
This is the standard Hayes AT command set. (should work, but no warranty on my part
some modem manufacturers ignored the Hayes "standard", if it doesn't work, check your modem's documentation, it's in there somewhere..
Hope that helped....